Gamma-minimax estimators for the mean of a multivariate normal distribution with partially unknown covariance matrix

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/bf02012618 ◽

1995 ◽

Vol 11 (1) ◽

pp. 11-16

Author(s):

Lanxing Chen ◽

Jürgen Lehn

Keyword(s):

Normal Distribution ◽

Covariance Matrix ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

The Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix

Journal of Multivariate Analysis ◽

10.1016/0047-259x(75)90057-3 ◽

1975 ◽

Vol 5 (1) ◽

pp. 83-95 ◽

Author(s):

Khursheed Alam

Keyword(s):

Normal Distribution ◽

Covariance Matrix ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

The Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix

Communication in Statistics- Theory and Methods ◽

10.1080/03610928608829109 ◽

1986 ◽

Vol 15 (1) ◽

pp. 109-121

Author(s):

Thomas Bass ◽

Karen Yuen Fung

Keyword(s):

Normal Distribution ◽

Covariance Matrix ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Two Stage ◽

The Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2008.02.016 ◽

2008 ◽

Vol 99 (10) ◽

pp. 2208-2220 ◽

Author(s):

Martin T. Wells ◽

Gongfu Zhou

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Unknown Variance ◽

Generalized Bayes ◽

Minimax Estimators ◽

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A family of admissible minimax estimators of the mean of a multivariate, normal distribution

Canadian Journal of Statistics ◽

10.2307/3314801 ◽

1986 ◽

Vol 14 (3) ◽

pp. 245-250 ◽

Author(s):

Tze Fen Li ◽

Dinesh S. Bhoj

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

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Families of Minimax Estimators of the Mean of a Multivariate Normal Distribution

The Annals of Statistics ◽

10.1214/aos/1176343344 ◽

1976 ◽

Vol 4 (1) ◽

pp. 11-21 ◽

Author(s):

Bradley Efron ◽

Carl Morris

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

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Minimax Estimators of the Mean of a Multivariate Normal Distribution

The Annals of Statistics ◽

10.1214/aos/1176343009 ◽

1975 ◽

Vol 3 (1) ◽

pp. 209-218 ◽

Author(s):

M. E. Bock

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

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Generalized Bayes Minimax Estimators of the Multivariate Normal Mean with Unknown Covariance Matrix

The Annals of Statistics ◽

10.1214/aos/1193342390 ◽

1973 ◽

Vol 1 (1) ◽

pp. 142-145 ◽

Author(s):

Pi-Erh Lin ◽

Hui-Liang Tsai

Keyword(s):

Covariance Matrix ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Generalized Bayes ◽

Minimax Estimators ◽

Normal Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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New Estimators for the Mean Vector of a Normal Distribution with Unknown Covariance Matrix

Statistical Decision Theory and Related Topics IV ◽

10.1007/978-1-4613-8768-8_32 ◽

1988 ◽

pp. 347-360

Author(s):

Leon Jay Gleser

Keyword(s):

Normal Distribution ◽

Covariance Matrix ◽

The Mean ◽

Unknown Covariance ◽

Mean Vector ◽

Unknown Covariance Matrix

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A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177697104 ◽

1970 ◽

Vol 41 (2) ◽

pp. 642-645 ◽

Author(s):

A. J. Baranchik

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

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ON THE EXISTENCE OF PROPER BAYES MINIMAX ESTIMATORS OF THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

Theory of Statistics ◽

10.1525/9780520325883-005 ◽

1972 ◽

pp. 51-56

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

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